RIOT Riot Blockch...

Fundamental Data

Get detailed Fundamental insights of Riot Blockchain Inc. and compare it to the S&P500.
1-Day Range
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1-Year Range
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Company Stats

Mkt Cap $0 Volume 0
Price $undefined Prev. Close $undefined
Alpha 0.56 Beta -
EPS undefined PE undefined

Worst 10 Drawdowns of RIOT

Started Recovered Drawdown Days
Dec 20, 2017 Feb 8, 2021 -98.32% 1147
Feb 18, 2021 Jul 19, 2024 -95.78% 1248
Sep 20, 2016 Sep 18, 2017 -49.12% 364
Nov 27, 2017 Dec 11, 2017 -44.15% 15
May 18, 2016 Sep 15, 2016 -30.02% 121
Oct 12, 2017 Nov 17, 2017 -26.95% 37
Dec 13, 2017 Dec 14, 2017 -18.33% 2
Oct 5, 2017 Oct 6, 2017 -10.76% 2
Sep 20, 2017 Sep 27, 2017 -10.65% 8
Apr 20, 2016 May 9, 2016 -9.35% 20

RIOT vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between April 1, 2016 - July 19, 2024

Annual Return (%)

RIOT
S&P500
Metric RIOT S&P500
Cumulative Return +345.56% +167.12%
Compound Annual Growth Rate (CAGR) +13.23% +8.51%
Sharpe 0.71 0.75
Sortino 1.20 1.04
Max Drawdown -98.32% -34.1%
Longest Drawdown Days 1248 745
Volatility (ann.) 116.91% 18.07%
Correlation 31.49% -
R^2 0.1 -
Calmar 0.13 0.25
Skew 1.19 -0.59
Kurtosis 6.21 13.72
Expected Daily +0.07% +0.05%
Expected Monthly +1.51% +0.99%
Expected Yearly +18.06% +11.54%
Kelly Criterion 1.91% 7.33%
Risk of Ruin 0% 0%
Daily Value-at-Risk -11.78% -1.82%
Expected Shortfall (cVaR) -11.78% -1.82%
Max Consecutive Wins 8 10
Max Consecutive Losses 10 8
Gain/Pain Ratio 0.14 0.16
Gain/Pain (1M) 0.68 0.89
Payoff Ratio 1.21 0.94
Profit Factor 1.14 1.16
Outlier Win Ratio 2.30 18.29
Outlier Loss Ratio 2.03 11.96
MTD +31.62% +0.88%
3M +45.11% +9.90%
6M +16.46% +15.22%
YTD -22.24% +15.50%
1Y -34.19% +20.87%
3Y (ann.) -20.60% +5.42%
Best Day +48.54% +9.06%
Worst Day -33.90% -10.94%
Best Month -33.90% -10.94%
Worst Month -52.10% -13.00%
Best Year +1416.96% +28.79%
Worst Year -94.68% -19.48%
Avg. Drawdown -29.20% -1.72%
Avg. Drawdown Days 212 18
Recovery Factor 7.04 3.28
Ulcer Index 0.75 0.08
Avg. Up Month +38.78% +3.64%
Avg. Down Month -23.71% -5.42%
Win Days 46.29% 55.02%
Win Month 49.00% 70.00%
Win Quarter 47.06% 79.41%
Win Year 55.56% 77.78%